+711.3%
WPM vs EXEL
+320.7%
+390.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -3.6% | -0.8% | -2.7% | -3.5% |
| 30D | +1.4% | +13.1% | -11.7% | +0.7% |
| 3M | -0.2% | +36.3% | -36.5% | -1.8% |
| 6M | -7.3% | +34.5% | -41.8% | -8.8% |
| YTD | +12.3% | +57.4% | -45.1% | +9.7% |
| 1Y | +24.9% | +62.9% | -38.0% | +21.8% |
| 3Y | +210.4% | +229.5% | -19.2% | +191.9% |
| 5Y | +210.4% | +281.2% | -70.9% | +188.9% |
| All | +711.3% | +320.7% | +390.6% | +713.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling